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04030 Introduction to Operational Research
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Danish title: Introduktion til operationsanalyse
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| Type: Å, Language: D |
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Credit points:
5 point |
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| | | Previous course: C0403 |
| Offered by:
Department of Mathematical Modelling
(IMM) |
| No credit points with: C0403 |
| Desirable: 01012/01013/01014 Lineær Algebra. 01142/C0142 Sandsynlighedsregning |
| Recommended semester:
4th -7th semester |
| Examination:
Written exam
(13 point scale
) |
| Remarks: A new textbook will be used, starting in the fall semester of 1998. |
| Contact person: |
Henrik Juel, IMM, Building 321, Tel. +45 4525 3391 |
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| Aim: 1. To give the students a general introduction to concepts and methods of Operational Research (OR), enabling them to analyse the potential for using quantitative OR-methods on a concrete problem, and giving them a good background for further OR studies. 2. To enable the students to use simple OR-methods for solving decision or planning problems. Special emphasis is placed on giving the students a good knowledge of Linear Programming (LP), i.e. problem formulation and optimisation using a linear model. LP is often applied as a practical tool of optimisation, and it forms an important ingredient of several advanced optimisation methods. |
| Contents: Foundations of OR: Systems theory, utility theory, decision theory, game theory. Standard models of OR: The linear model, network models, queuing models, inventory models, System Dynamics models. Optimisation methods: Linear Programming ( the Simplex method, network algorithms), simple gradient methods, overview of other optimisation methods. Solution methods other than optimisation: Stochastic and deterministic simulation. |
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